Reply To: Can EPM’s be used to override the deals PnL Detail ?

Tom Graham

An EPM can be used to override a deal’s valuation – from whatever is produced by the default/internal pricing model – and this valuation will feed into the PnL which is show in the the PnL Details simulation result.

However, if you want to override, or change the Sim Result output directly, beyond changing the base deal valuation – which is the case in the context given above – then there is a different OpenComponents extension type called the “Result Calculator” for this

This allows you to insert custom logic into an existing simulation result type – which can be defined to apply to specific instrument types – rather than, as before, having to create an entirely new custom sim result.

The Result Calculator is only enabled for a defined set of standard sim results. This set is expanding with new versions of Endur. Therefore you will have to check whether the Result Calculator is supported for PnL Details in your version.

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